V-Lab: NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.39% (-0.76%)

Analysis last updated: Sunday, April 21, 2024 at 01:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9168	4.48
$α$	0.0854	5.80
$β$	0.8088	25.52
$γ_{1}$	0.1497	1.08
$γ_{2}$	-0.4151	-2.03
$γ_{3}$	0.5150	3.81
$γ_{4}$	-0.3679	-3.07
$γ_{5}$	0.0708	0.75
$γ_{6}$	0.2342	2.92
$γ_{7}$	-0.3812	-4.55
$γ_{8}$	0.2726	4.19

Estimation Period:
Nov 4, 2004 to Apr 19, 2024

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